Technical note -- cyclic variables and Markov decision processes

DOI10.1287/OPRE.2019.1913MaRDI QIDQ3387965zbMATH OpenOpenAlexFDO

Authors Avery Haviv

Publication date 8 January 2021

Published in Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/opre.2019.1913

zbMATH Keywords

optimizationseasonalityeconometricseconomicsMarkov decision processmarketingMarkovcyclic variablesdynamic programming/optimal controlinfinite-horizon dynamic programminginfinite stateestimation/statistical techniquesstructural dynamic models

Mathematics Subject Classification ID

Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40)

Recommendations

• Valuing programs with deterministic and stochastic cycles
• The variational calculus and approximation in policy space for Markovian decision processes
• The value iteration method for countable state Markov decision processes
• Value set iteration for Markov decision processes
• scientific article; zbMATH DE number 3916050

Cites work

• scientific article; zbMATH DE number 1241609 (Why is no real title available?)
• Constrained optimization approaches to estimation of structural models
• Optimal Replacement of GMC Bus Engines: An Empirical Model of Harold Zurcher
• Swapping the Nested Fixed Point Algorithm: A Class of Estimators for Discrete Markov Decision Models
• Topological value iteration algorithms
• Valuing programs with deterministic and stochastic cycles

Cited in

(1)

• Valuing programs with deterministic and stochastic cycles

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